ENZL - iShares MSCI New Zealand ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

42.7%

Best CAGR

Total Months

10.0%

Avg CAGR

ENZL Signal Pair Performance Heatmaps

CAGR by signal pairs and conditions for this ETF

Condition: pos-pos

Condition: pos-neg

Condition: neg-pos

Condition: neg-neg

Signal Pairs for ENZL

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	SLmean	neg-pos	6	3.2	42.7	83.3	2.9	0.0	14.2	12.6	-3.0
pair	SLmean	MRmean	neg-pos	6	3.2	42.7	83.3	2.9	0.0	14.2	12.6	-3.0
pair	MRmean	RSmean	pos-neg	11	5.9	34.4	72.7	2.3	6.5	12.8	13.6	-2.7
pair	RSmean	MRmean	pos-neg	11	5.9	34.4	72.7	2.3	6.5	12.8	13.6	-2.7
pair	MACD	RSmean	neg-pos	8	4.3	31.5	75.0	1.5	3.0	4.7	19.1	-6.7
pair	RSmean	MACD	neg-pos	8	4.3	31.5	75.0	1.5	3.0	4.7	19.1	-6.7
pair	RSmean	RSIhist	neg-neg	20	10.6	28.9	75.0	1.5	2.0	2.6	18.4	-11.0
pair	RSIhist	RSmean	neg-neg	20	10.6	28.9	75.0	1.5	2.0	2.6	18.4	-11.0
pair	RSmean	SLmean	pos-neg	8	4.3	28.8	62.5	1.7	5.7	6.5	15.3	-4.5
pair	SLmean	RSmean	pos-neg	8	4.3	28.8	62.5	1.7	5.7	6.5	15.3	-4.5
pair	LWTI	MACD	pos-neg	10	5.3	26.8	60.0	1.0	2.3	2.2	26.9	-12.1
pair	MACD	LWTI	pos-neg	10	5.3	26.8	60.0	1.0	2.3	2.2	26.9	-12.1
pair	RSI	RSmean	neg-neg	4	2.1	25.6	50.0	1.6	5.4	14.1	14.5	-1.8
pair	RSmean	RSI	neg-neg	4	2.1	25.6	50.0	1.6	5.4	14.1	14.5	-1.8
pair	RSI	MACDhist	neg-neg	26	13.8	22.7	65.4	1.0	1.8	0.9	23.5	-24.3
pair	MACDhist	RSI	neg-neg	26	13.8	22.7	65.4	1.0	1.8	0.9	23.5	-24.3
pair	RSmean	MACDhist	neg-neg	22	11.7	21.8	68.2	1.2	1.9	1.5	18.5	-14.8
pair	MACDhist	RSmean	neg-neg	22	11.7	21.8	68.2	1.2	1.9	1.5	18.5	-14.8
pair	MRmean	MACD	neg-pos	23	12.2	21.5	69.6	1.0	1.5	1.2	21.7	-17.9
pair	MACD	MRmean	neg-pos	23	12.2	21.5	69.6	1.0	1.5	1.2	21.7	-17.9
pair	RSmean	LWTI	neg-pos	25	13.3	19.5	68.0	1.1	1.8	1.3	17.5	-14.8
pair	LWTI	RSmean	neg-pos	25	13.3	19.5	68.0	1.1	1.8	1.3	17.5	-14.8
pair	RSI	MRmean	neg-pos	30	16.0	18.9	66.7	1.0	1.4	1.3	18.3	-14.8
pair	MRmean	RSI	neg-pos	30	16.0	18.9	66.7	1.0	1.4	1.3	18.3	-14.8
single	RSmean	RSmean	neg-neg	26	13.8	18.7	65.4	1.1	1.6	1.3	17.2	-14.8
pair	MACD	RSI	pos-neg	11	5.9	18.2	63.6	0.8	1.4	1.5	23.5	-12.1
pair	MRmean	RSmean	neg-pos	48	25.5	18.2	62.5	0.9	1.4	0.6	20.1	-29.3
pair	RSI	MACD	pos-neg	11	5.9	18.2	63.6	0.8	1.4	1.5	23.5	-12.1
pair	RSmean	MRmean	neg-pos	48	25.5	18.2	62.5	0.9	1.4	0.6	20.1	-29.3
pair	MACD	RSIhist	neg-neg	37	19.7	17.8	62.2	0.9	1.4	1.2	19.3	-14.4
pair	RSIhist	MACD	neg-neg	37	19.7	17.8	62.2	0.9	1.4	1.2	19.3	-14.4
pair	SLmean	MACDhist	neg-neg	52	27.7	17.7	63.5	0.9	1.4	0.7	21.5	-27.1
pair	MACDhist	SLmean	neg-neg	52	27.7	17.7	63.5	0.9	1.4	0.7	21.5	-27.1
pair	RSmean	RSI	neg-pos	22	11.7	17.4	68.2	1.0	1.6	1.2	17.9	-14.8
pair	RSI	RSmean	neg-pos	22	11.7	17.4	68.2	1.0	1.6	1.2	17.9	-14.8
pair	MACD	MACDhist	neg-neg	43	22.9	17.3	65.1	0.9	1.4	1.2	19.7	-14.8
pair	MACDhist	MACD	neg-neg	43	22.9	17.3	65.1	0.9	1.4	1.2	19.7	-14.8
pair	MACDhist	RSIhist	neg-neg	63	33.5	17.3	63.5	0.9	1.5	0.6	20.9	-29.3
pair	LWTI	MRmean	neg-neg	17	9.0	17.3	64.7	0.8	1.4	0.7	24.4	-24.3
pair	RSIhist	MACDhist	neg-neg	63	33.5	17.3	63.5	0.9	1.5	0.6	20.9	-29.3
pair	MRmean	LWTI	neg-neg	17	9.0	17.3	64.7	0.8	1.4	0.7	24.4	-24.3
pair	RSIhist	MRmean	neg-neg	56	29.8	16.7	62.5	0.8	1.3	0.6	20.6	-29.3
pair	MRmean	RSIhist	neg-neg	56	29.8	16.7	62.5	0.8	1.3	0.6	20.6	-29.3
pair	LWTI	SLmean	neg-neg	15	8.0	16.5	66.7	0.7	1.4	0.8	25.3	-21.9
pair	SLmean	LWTI	neg-neg	15	8.0	16.5	66.7	0.7	1.4	0.8	25.3	-21.9
pair	MRmean	MACDhist	neg-neg	52	27.7	16.2	63.5	0.8	1.3	0.6	20.8	-29.3
pair	MACDhist	MRmean	neg-neg	52	27.7	16.2	63.5	0.8	1.3	0.6	20.8	-29.3
pair	RSIhist	RSI	neg-neg	29	15.4	15.9	58.6	0.8	1.4	0.7	22.7	-24.3
pair	RSI	RSIhist	neg-neg	29	15.4	15.9	58.6	0.8	1.4	0.7	22.7	-24.3
single	MRmean	MRmean	neg-neg	63	33.5	15.8	61.9	0.8	1.3	0.5	19.8	-29.3
pair	RSIhist	LWTI	neg-neg	14	7.4	15.4	64.3	0.7	1.3	0.6	26.3	-24.3
pair	LWTI	RSIhist	neg-neg	14	7.4	15.4	64.3	0.7	1.3	0.6	26.3	-24.3
pair	LWTI	RSI	neg-neg	19	10.1	15.3	63.2	0.7	1.2	0.6	23.1	-24.3
pair	RSI	LWTI	neg-neg	19	10.1	15.3	63.2	0.7	1.2	0.6	23.1	-24.3
pair	LWTI	MRmean	neg-pos	46	24.5	15.2	60.9	0.9	1.3	1.0	18.2	-15.7
pair	MRmean	LWTI	neg-pos	46	24.5	15.2	60.9	0.9	1.3	1.0	18.2	-15.7
pair	SLmean	RSIhist	pos-neg	28	14.9	15.2	67.9	1.0	2.8	1.0	15.9	-15.9
pair	RSIhist	SLmean	pos-neg	28	14.9	15.2	67.9	1.0	2.8	1.0	15.9	-15.9
single	MACDhist	MACDhist	neg-neg	94	50.0	14.6	62.8	0.8	1.3	0.4	20.3	-33.8
pair	MACDhist	LWTI	neg-pos	73	38.8	14.6	64.4	0.8	1.3	0.7	18.7	-22.3
pair	LWTI	MACDhist	neg-pos	73	38.8	14.6	64.4	0.8	1.3	0.7	18.7	-22.3
pair	SLmean	RSmean	neg-neg	18	9.6	14.4	66.7	0.8	1.2	0.9	18.3	-15.5
pair	RSmean	SLmean	neg-neg	18	9.6	14.4	66.7	0.8	1.2	0.9	18.3	-15.5
pair	LWTI	MACDhist	neg-neg	21	11.2	14.3	57.1	0.7	1.3	0.6	25.6	-24.3
pair	MACDhist	LWTI	neg-neg	21	11.2	14.3	57.1	0.7	1.3	0.6	25.6	-24.3
pair	RSI	MRmean	pos-neg	11	5.9	14.2	63.6	0.8	1.0	1.2	17.8	-11.8
single	RSIhist	RSIhist	neg-neg	97	51.6	14.2	62.9	0.8	1.2	0.5	19.4	-29.3
pair	MRmean	RSI	pos-neg	11	5.9	14.2	63.6	0.8	1.0	1.2	17.8	-11.8
pair	RSIhist	LWTI	neg-pos	83	44.1	14.0	62.7	0.8	1.2	0.6	18.1	-22.5
pair	LWTI	RSIhist	neg-pos	83	44.1	14.0	62.7	0.8	1.2	0.6	18.1	-22.5
pair	MRmean	MACDhist	neg-pos	11	5.9	13.8	54.5	0.9	2.1	2.2	15.2	-6.2
pair	MACDhist	MRmean	neg-pos	11	5.9	13.8	54.5	0.9	2.1	2.2	15.2	-6.2
pair	RSIhist	SLmean	neg-neg	69	36.7	13.8	60.9	0.7	1.0	0.5	20.7	-27.1
pair	SLmean	RSIhist	neg-neg	69	36.7	13.8	60.9	0.7	1.0	0.5	20.7	-27.1
pair	RSI	SLmean	neg-neg	31	16.5	13.7	58.1	0.7	1.2	0.6	21.9	-21.9
pair	SLmean	RSI	neg-neg	31	16.5	13.7	58.1	0.7	1.2	0.6	21.9	-21.9
pair	RSI	RSIhist	pos-neg	68	36.2	13.5	64.7	0.8	1.1	0.9	17.9	-15.7
pair	RSIhist	RSI	pos-neg	68	36.2	13.5	64.7	0.8	1.1	0.9	17.9	-15.7
pair	MACD	RSmean	neg-neg	18	9.6	13.4	61.1	0.8	1.1	0.9	16.6	-14.8
pair	RSmean	MACD	neg-neg	18	9.6	13.4	61.1	0.8	1.1	0.9	16.6	-14.8
pair	MRmean	SLmean	neg-neg	57	30.3	13.3	59.6	0.7	1.1	0.5	20.4	-27.1
single	RSI	RSI	neg-neg	44	23.4	13.3	59.1	0.7	1.2	0.6	20.4	-24.3
pair	SLmean	MRmean	neg-neg	57	30.3	13.3	59.6	0.7	1.1	0.5	20.4	-27.1
pair	RSI	MRmean	neg-neg	33	17.6	13.0	57.6	0.7	1.2	0.5	21.4	-24.3
pair	MRmean	RSI	neg-neg	33	17.6	13.0	57.6	0.7	1.2	0.5	21.4	-24.3
pair	LWTI	RSmean	pos-neg	28	14.9	12.9	53.6	0.7	1.1	0.5	22.4	-24.3
pair	RSmean	LWTI	pos-neg	28	14.9	12.9	53.6	0.7	1.1	0.5	22.4	-24.3
pair	SLmean	MACD	neg-neg	38	20.2	12.7	57.9	0.7	1.2	0.8	19.2	-16.3
pair	MACD	SLmean	neg-neg	38	20.2	12.7	57.9	0.7	1.2	0.8	19.2	-16.3
pair	MRmean	MACDhist	pos-neg	42	22.3	12.6	61.9	0.7	1.3	0.9	19.9	-14.3
pair	MRmean	MACD	neg-neg	40	21.3	12.6	57.5	0.7	1.2	0.8	18.9	-15.0
pair	MACDhist	MRmean	pos-neg	42	22.3	12.6	61.9	0.7	1.3	0.9	19.9	-14.3
pair	MACD	MRmean	neg-neg	40	21.3	12.6	57.5	0.7	1.2	0.8	18.9	-15.0
pair	RSI	SLmean	pos-neg	13	6.9	12.5	61.5	0.8	1.1	1.1	17.0	-11.8
pair	SLmean	RSI	pos-neg	13	6.9	12.5	61.5	0.8	1.1	1.1	17.0	-11.8
single	LWTI	LWTI	neg-neg	29	15.4	12.4	51.7	0.6	1.1	0.5	22.0	-24.3
pair	MACDhist	RSmean	pos-neg	72	38.3	12.4	61.1	0.7	1.1	0.4	20.9	-33.8
pair	RSmean	MACDhist	pos-neg	72	38.3	12.4	61.1	0.7	1.1	0.4	20.9	-33.8
single	SLmean	SLmean	neg-neg	75	39.9	12.3	60.0	0.7	1.0	0.5	20.1	-27.1
pair	MACDhist	MACD	pos-neg	51	27.1	12.3	60.8	0.7	1.1	0.5	21.0	-23.1
pair	MACD	MACDhist	pos-neg	51	27.1	12.3	60.8	0.7	1.1	0.5	21.0	-23.1
pair	RSI	RSmean	pos-neg	40	21.3	12.2	60.0	0.7	1.1	0.5	21.0	-24.3
pair	RSmean	RSI	pos-neg	40	21.3	12.2	60.0	0.7	1.1	0.5	21.0	-24.3
pair	RSIhist	MACD	pos-neg	60	31.9	12.1	63.3	0.7	1.0	0.6	19.5	-19.1
pair	MACD	RSIhist	pos-neg	60	31.9	12.1	63.3	0.7	1.0	0.6	19.5	-19.1
pair	MACD	SLmean	neg-pos	37	19.7	11.9	62.2	0.6	0.8	0.7	21.3	-17.9
pair	LWTI	RSI	neg-pos	25	13.3	11.9	56.0	0.7	1.2	0.7	18.5	-16.7
pair	RSI	LWTI	neg-pos	25	13.3	11.9	56.0	0.7	1.2	0.7	18.5	-16.7
pair	SLmean	MACD	neg-pos	37	19.7	11.9	62.2	0.6	0.8	0.7	21.3	-17.9
pair	RSI	MACD	neg-neg	33	17.6	11.7	57.6	0.7	1.1	0.7	19.6	-16.7
pair	SLmean	RSmean	neg-pos	57	30.3	11.7	57.9	0.6	0.9	0.4	20.8	-29.2
pair	RSmean	SLmean	neg-pos	57	30.3	11.7	57.9	0.6	0.9	0.4	20.8	-29.2
pair	MACD	RSI	neg-neg	33	17.6	11.7	57.6	0.7	1.1	0.7	19.6	-16.7
pair	MACDhist	RSI	pos-neg	68	36.2	11.6	61.8	0.7	1.1	0.5	19.1	-23.3
pair	RSI	MACDhist	pos-neg	68	36.2	11.6	61.8	0.7	1.1	0.5	19.1	-23.3
pair	RSI	SLmean	neg-pos	44	23.4	11.4	61.4	0.7	0.8	0.6	19.0	-18.9
pair	SLmean	RSI	neg-pos	44	23.4	11.4	61.4	0.7	0.8	0.6	19.0	-18.9
pair	LWTI	SLmean	neg-pos	60	31.9	11.3	58.3	0.7	0.9	0.6	18.8	-17.5
pair	SLmean	LWTI	neg-pos	60	31.9	11.3	58.3	0.7	0.9	0.6	18.8	-17.5
pair	MRmean	RSIhist	pos-neg	41	21.8	11.0	63.4	0.7	0.9	0.7	17.8	-15.7
pair	RSIhist	MRmean	pos-neg	41	21.8	11.0	63.4	0.7	0.9	0.7	17.8	-15.7
pair	MACDhist	SLmean	pos-neg	42	22.3	10.8	61.9	0.6	1.1	0.5	19.0	-21.9
pair	SLmean	MACDhist	pos-neg	42	22.3	10.8	61.9	0.6	1.1	0.5	19.0	-21.9
pair	RSIhist	RSmean	pos-neg	77	41.0	10.7	59.7	0.6	0.9	0.4	19.6	-29.3
pair	RSmean	RSIhist	pos-neg	77	41.0	10.7	59.7	0.6	0.9	0.4	19.6	-29.3
pair	LWTI	MACD	neg-pos	49	26.1	9.8	61.2	0.6	1.0	0.6	17.1	-16.7
pair	MACD	LWTI	neg-pos	49	26.1	9.8	61.2	0.6	1.0	0.6	17.1	-16.7
pair	RSIhist	LWTI	pos-neg	15	8.0	9.7	40.0	0.6	1.2	1.2	18.0	-8.3
pair	LWTI	RSIhist	pos-neg	15	8.0	9.7	40.0	0.6	1.2	1.2	18.0	-8.3
pair	SLmean	MRmean	pos-neg	18	9.6	9.3	61.1	0.6	0.6	0.6	19.5	-16.8
pair	MRmean	SLmean	pos-neg	18	9.6	9.3	61.1	0.6	0.6	0.6	19.5	-16.8
pair	MACDhist	RSIhist	neg-pos	31	16.5	9.2	61.3	0.6	0.9	0.6	19.3	-14.3
pair	RSIhist	MACDhist	neg-pos	31	16.5	9.2	61.3	0.6	0.9	0.6	19.3	-14.3
pair	MRmean	RSIhist	neg-pos	7	3.7	9.0	57.1	0.7	2.6	1.9	13.6	-4.8
pair	RSIhist	MRmean	neg-pos	7	3.7	9.0	57.1	0.7	2.6	1.9	13.6	-4.8
pair	MACDhist	RSIhist	pos-neg	34	18.1	8.7	61.8	0.6	0.7	0.6	16.3	-15.7
pair	RSIhist	MACDhist	pos-neg	34	18.1	8.7	61.8	0.6	0.7	0.6	16.3	-15.7
single	MACD	MACD	neg-neg	68	36.2	8.6	57.4	0.6	0.8	0.4	17.7	-19.3
pair	RSIhist	RSI	neg-pos	15	8.0	8.5	60.0	0.6	0.8	0.7	15.6	-12.1
pair	RSI	RSIhist	neg-pos	15	8.0	8.5	60.0	0.6	0.8	0.7	15.6	-12.1
pair	RSmean	MRmean	neg-neg	15	8.0	8.3	60.0	0.5	0.8	0.4	19.4	-20.5
pair	MRmean	RSmean	neg-neg	15	8.0	8.3	60.0	0.5	0.8	0.4	19.4	-20.5
pair	SLmean	LWTI	pos-neg	14	7.4	8.2	35.7	0.5	1.1	1.1	18.8	-7.7
pair	LWTI	SLmean	pos-neg	14	7.4	8.2	35.7	0.5	1.1	1.1	18.8	-7.7
pair	MACDhist	LWTI	pos-neg	8	4.3	7.4	37.5	0.9	2.0	2.8	8.2	-2.6
pair	LWTI	MACDhist	pos-neg	8	4.3	7.4	37.5	0.9	2.0	2.8	8.2	-2.6
pair		benchmark___benchmark_	benchmark-benchmark	188	100.0	7.3	58.5	0.5	0.7	0.2	18.1	-37.3
pair	benchmark___benchmark_		benchmark-benchmark	188	100.0	7.3	58.5	0.5	0.7	0.2	18.1	-37.3
pair	RSI	LWTI	pos-neg	10	5.3	7.1	30.0	0.4	0.9	0.9	20.8	-8.2
pair	LWTI	RSI	pos-neg	10	5.3	7.1	30.0	0.4	0.9	0.9	20.8	-8.2
pair	MACD	RSmean	pos-neg	50	26.6	6.9	56.0	0.5	0.7	0.4	18.2	-19.3
pair	RSmean	MACD	pos-neg	50	26.6	6.9	56.0	0.5	0.7	0.4	18.2	-19.3
single	MACD	MACD	pos-pos	120	63.8	6.5	59.2	0.4	0.7	0.2	18.5	-38.0
single	LWTI	LWTI	pos-pos	159	84.6	6.3	59.7	0.4	0.7	0.2	17.4	-34.1
pair	MRmean	LWTI	pos-neg	12	6.4	5.8	33.3	0.4	0.8	0.8	19.0	-7.7
pair	LWTI	MRmean	pos-neg	12	6.4	5.8	33.3	0.4	0.8	0.8	19.0	-7.7
pair	MACD	RSI	neg-pos	35	18.6	5.7	57.1	0.4	0.6	0.4	15.9	-14.8
pair	RSI	MACD	neg-pos	35	18.6	5.7	57.1	0.4	0.6	0.4	15.9	-14.8
single	RSmean	RSmean	pos-pos	162	86.2	5.5	57.4	0.4	0.6	0.1	18.3	-37.7
single	RSI	RSI	pos-pos	144	76.6	5.5	58.3	0.4	0.6	0.1	17.5	-40.0
pair	RSI	MACD	pos-pos	109	58.0	5.4	58.7	0.4	0.6	0.2	18.0	-33.3
pair	MACD	RSI	pos-pos	109	58.0	5.4	58.7	0.4	0.6	0.2	18.0	-33.3
pair	LWTI	MACD	neg-neg	19	10.1	5.4	47.4	0.4	0.5	0.4	19.5	-14.4
pair	MACD	LWTI	neg-neg	19	10.1	5.4	47.4	0.4	0.5	0.4	19.5	-14.4
pair	RSI	LWTI	pos-pos	134	71.3	5.3	60.4	0.4	0.6	0.1	17.3	-34.6
pair	LWTI	RSI	pos-pos	134	71.3	5.3	60.4	0.4	0.6	0.1	17.3	-34.6
pair	MACD	RSmean	pos-pos	112	59.6	4.9	58.0	0.3	0.5	0.1	18.4	-38.4
pair	RSmean	MACD	pos-pos	112	59.6	4.9	58.0	0.3	0.5	0.1	18.4	-38.4
pair	LWTI	MACD	pos-pos	110	58.5	4.8	59.1	0.4	0.5	0.1	17.6	-33.3
pair	MACD	LWTI	pos-pos	110	58.5	4.8	59.1	0.4	0.5	0.1	17.6	-33.3
pair	SLmean	MACD	pos-pos	83	44.1	4.2	57.8	0.3	0.6	0.1	17.2	-30.7
pair	MACD	SLmean	pos-pos	83	44.1	4.2	57.8	0.3	0.6	0.1	17.2	-30.7
pair	RSmean	LWTI	pos-pos	134	71.3	4.1	58.2	0.3	0.5	0.1	17.4	-34.5
pair	LWTI	RSmean	pos-pos	134	71.3	4.1	58.2	0.3	0.5	0.1	17.4	-34.5
single	SLmean	SLmean	pos-pos	113	60.1	4.0	57.5	0.3	0.5	0.1	16.7	-34.6
pair	MACD	SLmean	pos-neg	30	16.0	3.6	56.7	0.3	0.4	0.2	15.7	-17.8
pair	SLmean	MACD	pos-neg	30	16.0	3.6	56.7	0.3	0.4	0.2	15.7	-17.8
pair	LWTI	SLmean	pos-pos	99	52.7	3.5	60.6	0.3	0.5	0.1	16.5	-33.2
pair	SLmean	LWTI	pos-pos	99	52.7	3.5	60.6	0.3	0.5	0.1	16.5	-33.2
pair	RSI	RSmean	pos-pos	122	64.9	3.4	56.6	0.3	0.4	0.1	17.4	-41.0
pair	RSmean	RSI	pos-pos	122	64.9	3.4	56.6	0.3	0.4	0.1	17.4	-41.0
pair	MRmean	MACD	pos-pos	97	51.6	3.2	56.7	0.3	0.4	0.1	17.6	-29.1
pair	MACD	MRmean	pos-pos	97	51.6	3.2	56.7	0.3	0.4	0.1	17.6	-29.1
single	MRmean	MRmean	pos-pos	125	66.5	3.2	56.8	0.3	0.4	0.1	17.2	-31.2
pair	SLmean	RSI	pos-pos	100	53.2	3.0	57.0	0.3	0.4	0.1	16.8	-39.7
pair	RSI	SLmean	pos-pos	100	53.2	3.0	57.0	0.3	0.4	0.1	16.8	-39.7
pair	MACD	MRmean	pos-neg	28	14.9	3.0	57.1	0.3	0.3	0.2	15.8	-17.8
pair	MRmean	MACD	pos-neg	28	14.9	3.0	57.1	0.3	0.3	0.2	15.8	-17.8
pair	RSmean	MACDhist	neg-pos	4	2.1	2.9	50.0	0.5	0.7	1.6	5.5	-1.8
pair	MACDhist	RSmean	neg-pos	4	2.1	2.9	50.0	0.5	0.7	1.6	5.5	-1.8
pair	MRmean	LWTI	pos-pos	113	60.1	2.9	59.3	0.3	0.4	0.1	17.1	-31.8
pair	LWTI	MRmean	pos-pos	113	60.1	2.9	59.3	0.3	0.4	0.1	17.1	-31.8
pair	MACD	MACDhist	pos-pos	69	36.7	2.4	58.0	0.2	0.3	0.1	16.5	-30.6
pair	MACDhist	MACD	pos-pos	69	36.7	2.4	58.0	0.2	0.3	0.1	16.5	-30.6
pair	RSmean	SLmean	pos-pos	105	55.9	2.3	57.1	0.2	0.4	0.1	16.8	-31.5
pair	SLmean	RSmean	pos-pos	105	55.9	2.3	57.1	0.2	0.4	0.1	16.8	-31.5
pair	MRmean	SLmean	pos-pos	107	56.9	2.2	56.1	0.2	0.4	0.1	16.9	-35.0
pair	SLmean	MRmean	pos-pos	107	56.9	2.2	56.1	0.2	0.4	0.1	16.9	-35.0
pair	RSI	MRmean	pos-pos	114	60.6	2.2	56.1	0.2	0.3	0.1	17.2	-36.2
pair	MRmean	RSI	pos-pos	114	60.6	2.2	56.1	0.2	0.3	0.1	17.2	-36.2
pair	MACD	RSIhist	pos-pos	60	31.9	1.2	55.0	0.1	0.3	0.0	17.4	-30.0
pair	RSIhist	MACD	pos-pos	60	31.9	1.2	55.0	0.1	0.3	0.0	17.4	-30.0
pair	SLmean	MACDhist	neg-pos	23	12.2	1.1	52.2	0.1	0.2	0.1	16.6	-18.5
pair	MACDhist	SLmean	neg-pos	23	12.2	1.1	52.2	0.1	0.2	0.1	16.6	-18.5
pair	RSIhist	RSmean	pos-pos	85	45.2	1.1	55.3	0.1	0.2	0.0	17.0	-28.4
pair	RSmean	RSIhist	pos-pos	85	45.2	1.1	55.3	0.1	0.2	0.0	17.0	-28.4
pair	RSI	MACDhist	neg-pos	18	9.6	1.0	50.0	0.1	0.2	0.1	14.6	-14.8
pair	MACDhist	RSI	neg-pos	18	9.6	1.0	50.0	0.1	0.2	0.1	14.6	-14.8
pair	RSmean	MRmean	pos-pos	114	60.6	0.6	55.3	0.1	0.2	0.0	17.4	-34.7
pair	MRmean	RSmean	pos-pos	114	60.6	0.6	55.3	0.1	0.2	0.0	17.4	-34.7
pair	SLmean	RSIhist	pos-pos	85	45.2	0.6	54.1	0.1	0.2	0.0	17.0	-31.9
pair	RSIhist	SLmean	pos-pos	85	45.2	0.6	54.1	0.1	0.2	0.0	17.0	-31.9
single	MACDhist	MACDhist	pos-pos	94	50.0	0.4	54.3	0.1	0.1	0.0	15.5	-37.6
pair	RSmean	MACDhist	pos-pos	90	47.9	0.3	54.4	0.1	0.1	0.0	15.9	-37.7
pair	MACDhist	RSmean	pos-pos	90	47.9	0.3	54.4	0.1	0.1	0.0	15.9	-37.7
pair	RSI	MACDhist	pos-pos	76	40.4	0.3	55.3	0.1	0.1	0.0	15.8	-32.7
pair	MACDhist	RSI	pos-pos	76	40.4	0.3	55.3	0.1	0.1	0.0	15.8	-32.7
single	RSIhist	RSIhist	pos-pos	91	48.4	0.3	53.8	0.1	0.2	0.0	16.6	-30.2
pair	MACDhist	SLmean	pos-pos	71	37.8	0.2	54.9	0.1	0.1	0.0	15.3	-31.5
pair	SLmean	MACDhist	pos-pos	71	37.8	0.2	54.9	0.1	0.1	0.0	15.3	-31.5
pair	MACDhist	LWTI	pos-pos	86	45.7	-0.2	55.8	0.1	0.1	-0.0	16.1	-40.5
pair	LWTI	MACDhist	pos-pos	86	45.7	-0.2	55.8	0.1	0.1	-0.0	16.1	-40.5
pair	RSmean	LWTI	neg-neg	1	0.5	-0.2	0.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	-0.2	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	RSIhist	pos-pos	84	44.7	-0.4	53.6	0.1	0.1	-0.0	16.9	-32.1
pair	RSIhist	MRmean	pos-pos	84	44.7	-0.4	53.6	0.1	0.1	-0.0	16.9	-32.1
pair	MACDhist	MRmean	pos-pos	83	44.1	-1.2	54.2	-0.0	-0.0	-0.0	15.6	-36.6
pair	MRmean	MACDhist	pos-pos	83	44.1	-1.2	54.2	-0.0	-0.0	-0.0	15.6	-36.6
pair	RSI	RSIhist	pos-pos	76	40.4	-1.3	52.6	0.0	0.0	-0.0	16.9	-37.0
pair	RSIhist	RSI	pos-pos	76	40.4	-1.3	52.6	0.0	0.0	-0.0	16.9	-37.0
pair	LWTI	RSIhist	pos-pos	76	40.4	-1.5	56.6	-0.0	-0.0	-0.1	16.4	-30.4
pair	RSIhist	LWTI	pos-pos	76	40.4	-1.5	56.6	-0.0	-0.0	-0.1	16.4	-30.4
pair	RSIhist	MACD	neg-pos	31	16.5	-1.5	51.6	-0.0	-0.0	-0.1	15.2	-20.1
pair	MACD	RSIhist	neg-pos	31	16.5	-1.5	51.6	-0.0	-0.0	-0.1	15.2	-20.1
pair	RSIhist	SLmean	neg-pos	6	3.2	-3.7	50.0	-0.3	-0.9	-0.8	10.8	-4.8
pair	SLmean	RSIhist	neg-pos	6	3.2	-3.7	50.0	-0.3	-0.9	-0.8	10.8	-4.8
pair	RSIhist	MACDhist	pos-pos	60	31.9	-4.0	50.0	-0.2	-0.3	-0.1	15.1	-31.2
pair	MACDhist	RSIhist	pos-pos	60	31.9	-4.0	50.0	-0.2	-0.3	-0.1	15.1	-31.2
pair	MACDhist	MACD	neg-pos	25	13.3	-5.0	44.0	-0.3	-0.5	-0.3	12.8	-19.1
pair	MACD	MACDhist	neg-pos	25	13.3	-5.0	44.0	-0.3	-0.5	-0.3	12.8	-19.1
pair	RSmean	RSIhist	neg-pos	6	3.2	-9.9	33.3	-1.2	-1.7	-2.2	8.6	-4.5
pair	RSIhist	RSmean	neg-pos	6	3.2	-9.9	33.3	-1.2	-1.7	-2.2	8.6	-4.5

All Contingency Tables for ENZL

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 56% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -35.0% Months 107M (57%)	CAGR 9.3% \| Win 61% Sharpe 0.56 \| Sortino 0.56 \| Calmar 0.6 Vol 20% \| MDD -16.8% Months 18M (10%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 42.7% \| Win 83% Sharpe 2.92 \| Sortino 0.00 \| Calmar 14.3 Vol 13% \| MDD -3.0% Months 6M (3%)	CAGR 13.3% \| Win 60% Sharpe 0.71 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 57M (30%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
SLmean only	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 0.6% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 17% \| MDD -34.7% Months 114M (61%)	CAGR 34.4% \| Win 73% Sharpe 2.26 \| Sortino 6.54 \| Calmar 12.8 Vol 14% \| MDD -2.7% Months 11M (6%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 18.2% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 0.6 Vol 20% \| MDD -29.3% Months 48M (26%)	CAGR 8.3% \| Win 60% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -20.5% Months 15M (8%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
RSmean only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -29.1% Months 97M (52%)	CAGR 3.0% \| Win 57% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -17.8% Months 28M (15%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 21.5% \| Win 70% Sharpe 1.01 \| Sortino 1.47 \| Calmar 1.2 Vol 22% \| MDD -17.9% Months 23M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 19% \| MDD -15.0% Months 40M (21%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
MACD only	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 56% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 114M (61%)	CAGR 14.2% \| Win 64% Sharpe 0.83 \| Sortino 1.03 \| Calmar 1.2 Vol 18% \| MDD -11.8% Months 11M (6%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 18.9% \| Win 67% Sharpe 1.04 \| Sortino 1.37 \| Calmar 1.3 Vol 18% \| MDD -14.8% Months 30M (16%)	CAGR 13.0% \| Win 58% Sharpe 0.68 \| Sortino 1.21 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 33M (18%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
RSI only	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.2% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 16% \| MDD -36.6% Months 83M (44%)	CAGR 12.6% \| Win 62% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.9 Vol 20% \| MDD -14.3% Months 42M (22%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 13.8% \| Win 55% Sharpe 0.92 \| Sortino 2.10 \| Calmar 2.2 Vol 15% \| MDD -6.2% Months 11M (6%)	CAGR 16.2% \| Win 64% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 52M (28%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
MACDhist only	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR -0.4% \| Win 54% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 17% \| MDD -32.1% Months 84M (45%)	CAGR 11.0% \| Win 63% Sharpe 0.68 \| Sortino 0.91 \| Calmar 0.7 Vol 18% \| MDD -15.7% Months 41M (22%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 9.0% \| Win 57% Sharpe 0.69 \| Sortino 2.56 \| Calmar 1.9 Vol 14% \| MDD -4.8% Months 7M (4%)	CAGR 16.7% \| Win 62% Sharpe 0.85 \| Sortino 1.33 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 56M (30%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
RSIhist only	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 59% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 17% \| MDD -31.8% Months 113M (60%)	CAGR 5.8% \| Win 33% Sharpe 0.38 \| Sortino 0.79 \| Calmar 0.8 Vol 19% \| MDD -7.7% Months 12M (6%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 15.2% \| Win 61% Sharpe 0.87 \| Sortino 1.31 \| Calmar 1.0 Vol 18% \| MDD -15.7% Months 46M (24%)	CAGR 17.3% \| Win 65% Sharpe 0.77 \| Sortino 1.43 \| Calmar 0.7 Vol 24% \| MDD -24.3% Months 17M (9%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.3% \| Win 57% Sharpe 0.22 \| Sortino 0.37 \| Calmar 0.1 Vol 17% \| MDD -31.5% Months 105M (56%)	CAGR 28.8% \| Win 62% Sharpe 1.74 \| Sortino 5.65 \| Calmar 6.5 Vol 15% \| MDD -4.5% Months 8M (4%)	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)
SLmean neg	CAGR 11.7% \| Win 58% Sharpe 0.64 \| Sortino 0.89 \| Calmar 0.4 Vol 21% \| MDD -29.2% Months 57M (30%)	CAGR 14.4% \| Win 67% Sharpe 0.83 \| Sortino 1.25 \| Calmar 0.9 Vol 18% \| MDD -15.5% Months 18M (10%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)
RSmean only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.2% \| Win 58% Sharpe 0.32 \| Sortino 0.59 \| Calmar 0.1 Vol 17% \| MDD -30.7% Months 83M (44%)	CAGR 3.6% \| Win 57% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.2 Vol 16% \| MDD -17.8% Months 30M (16%)	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)
SLmean neg	CAGR 11.9% \| Win 62% Sharpe 0.64 \| Sortino 0.80 \| Calmar 0.7 Vol 21% \| MDD -17.9% Months 37M (20%)	CAGR 12.7% \| Win 58% Sharpe 0.72 \| Sortino 1.16 \| Calmar 0.8 Vol 19% \| MDD -16.3% Months 38M (20%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)
MACD only	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.0% \| Win 57% Sharpe 0.26 \| Sortino 0.44 \| Calmar 0.1 Vol 17% \| MDD -39.7% Months 100M (53%)	CAGR 12.5% \| Win 62% Sharpe 0.78 \| Sortino 1.06 \| Calmar 1.1 Vol 17% \| MDD -11.8% Months 13M (7%)	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)
SLmean neg	CAGR 11.4% \| Win 61% Sharpe 0.67 \| Sortino 0.80 \| Calmar 0.6 Vol 19% \| MDD -18.9% Months 44M (23%)	CAGR 13.7% \| Win 58% Sharpe 0.69 \| Sortino 1.22 \| Calmar 0.6 Vol 22% \| MDD -21.9% Months 31M (16%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)
RSI only	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 0.2% \| Win 55% Sharpe 0.09 \| Sortino 0.14 \| Calmar 0.0 Vol 15% \| MDD -31.5% Months 71M (38%)	CAGR 10.8% \| Win 62% Sharpe 0.64 \| Sortino 1.10 \| Calmar 0.5 Vol 19% \| MDD -21.9% Months 42M (22%)	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)
SLmean neg	CAGR 1.1% \| Win 52% Sharpe 0.15 \| Sortino 0.16 \| Calmar 0.1 Vol 17% \| MDD -18.5% Months 23M (12%)	CAGR 17.7% \| Win 64% Sharpe 0.87 \| Sortino 1.40 \| Calmar 0.7 Vol 22% \| MDD -27.1% Months 52M (28%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)
MACDhist only	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 0.6% \| Win 54% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 17% \| MDD -31.9% Months 85M (45%)	CAGR 15.2% \| Win 68% Sharpe 0.97 \| Sortino 2.83 \| Calmar 1.0 Vol 16% \| MDD -15.9% Months 28M (15%)	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)
SLmean neg	CAGR -3.7% \| Win 50% Sharpe -0.31 \| Sortino -0.91 \| Calmar -0.8 Vol 11% \| MDD -4.8% Months 6M (3%)	CAGR 13.8% \| Win 61% Sharpe 0.73 \| Sortino 1.01 \| Calmar 0.5 Vol 21% \| MDD -27.1% Months 69M (37%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)
RSIhist only	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.5% \| Win 61% Sharpe 0.29 \| Sortino 0.49 \| Calmar 0.1 Vol 16% \| MDD -33.2% Months 99M (53%)	CAGR 8.2% \| Win 36% Sharpe 0.50 \| Sortino 1.09 \| Calmar 1.1 Vol 19% \| MDD -7.7% Months 14M (7%)	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)
SLmean neg	CAGR 11.3% \| Win 58% Sharpe 0.67 \| Sortino 0.89 \| Calmar 0.6 Vol 19% \| MDD -17.5% Months 60M (32%)	CAGR 16.5% \| Win 67% Sharpe 0.72 \| Sortino 1.36 \| Calmar 0.8 Vol 25% \| MDD -21.9% Months 15M (8%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.9% \| Win 58% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -38.4% Months 112M (60%)	CAGR 6.9% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 50M (27%)	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)
RSmean neg	CAGR 31.5% \| Win 75% Sharpe 1.53 \| Sortino 2.98 \| Calmar 4.7 Vol 19% \| MDD -6.7% Months 8M (4%)	CAGR 13.4% \| Win 61% Sharpe 0.84 \| Sortino 1.12 \| Calmar 0.9 Vol 17% \| MDD -14.8% Months 18M (10%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
MACD only	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 57% Sharpe 0.28 \| Sortino 0.42 \| Calmar 0.1 Vol 17% \| MDD -41.0% Months 122M (65%)	CAGR 12.2% \| Win 60% Sharpe 0.65 \| Sortino 1.14 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 40M (21%)	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)
RSmean neg	CAGR 17.4% \| Win 68% Sharpe 0.99 \| Sortino 1.55 \| Calmar 1.2 Vol 18% \| MDD -14.8% Months 22M (12%)	CAGR 25.6% \| Win 50% Sharpe 1.65 \| Sortino 5.44 \| Calmar 14.1 Vol 14% \| MDD -1.8% Months 4M (2%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
RSI only	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.14 \| Calmar 0.0 Vol 16% \| MDD -37.7% Months 90M (48%)	CAGR 12.4% \| Win 61% Sharpe 0.67 \| Sortino 1.11 \| Calmar 0.4 Vol 21% \| MDD -33.8% Months 72M (38%)	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)
RSmean neg	CAGR 2.9% \| Win 50% Sharpe 0.54 \| Sortino 0.68 \| Calmar 1.6 Vol 6% \| MDD -1.8% Months 4M (2%)	CAGR 21.8% \| Win 68% Sharpe 1.16 \| Sortino 1.89 \| Calmar 1.5 Vol 18% \| MDD -14.8% Months 22M (12%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
MACDhist only	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 1.1% \| Win 55% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.0 Vol 17% \| MDD -28.4% Months 85M (45%)	CAGR 10.7% \| Win 60% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.4 Vol 20% \| MDD -29.3% Months 77M (41%)	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)
RSmean neg	CAGR -9.9% \| Win 33% Sharpe -1.17 \| Sortino -1.66 \| Calmar -2.2 Vol 9% \| MDD -4.5% Months 6M (3%)	CAGR 28.9% \| Win 75% Sharpe 1.48 \| Sortino 2.03 \| Calmar 2.6 Vol 18% \| MDD -11.0% Months 20M (11%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
RSIhist only	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.1% \| Win 58% Sharpe 0.32 \| Sortino 0.47 \| Calmar 0.1 Vol 17% \| MDD -34.5% Months 134M (71%)	CAGR 12.9% \| Win 54% Sharpe 0.65 \| Sortino 1.14 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 28M (15%)	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)
RSmean neg	CAGR 19.5% \| Win 68% Sharpe 1.11 \| Sortino 1.75 \| Calmar 1.3 Vol 18% \| MDD -14.8% Months 25M (13%)	CAGR -0.2% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.4% \| Win 59% Sharpe 0.38 \| Sortino 0.58 \| Calmar 0.2 Vol 18% \| MDD -33.3% Months 109M (58%)	CAGR 18.2% \| Win 64% Sharpe 0.82 \| Sortino 1.44 \| Calmar 1.5 Vol 24% \| MDD -12.1% Months 11M (6%)	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)
MACD neg	CAGR 5.7% \| Win 57% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.4 Vol 16% \| MDD -14.8% Months 35M (19%)	CAGR 11.7% \| Win 58% Sharpe 0.66 \| Sortino 1.07 \| Calmar 0.7 Vol 20% \| MDD -16.7% Months 33M (18%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)
RSI only	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.4% \| Win 58% Sharpe 0.23 \| Sortino 0.32 \| Calmar 0.1 Vol 16% \| MDD -30.6% Months 69M (37%)	CAGR 12.3% \| Win 61% Sharpe 0.66 \| Sortino 1.14 \| Calmar 0.5 Vol 21% \| MDD -23.1% Months 51M (27%)	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)
MACD neg	CAGR -5.0% \| Win 44% Sharpe -0.34 \| Sortino -0.46 \| Calmar -0.3 Vol 13% \| MDD -19.1% Months 25M (13%)	CAGR 17.3% \| Win 65% Sharpe 0.91 \| Sortino 1.42 \| Calmar 1.2 Vol 20% \| MDD -14.8% Months 43M (23%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)
MACDhist only	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.2% \| Win 55% Sharpe 0.15 \| Sortino 0.26 \| Calmar 0.0 Vol 17% \| MDD -30.0% Months 60M (32%)	CAGR 12.1% \| Win 63% Sharpe 0.69 \| Sortino 0.97 \| Calmar 0.6 Vol 20% \| MDD -19.1% Months 60M (32%)	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)
MACD neg	CAGR -1.5% \| Win 52% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 15% \| MDD -20.1% Months 31M (16%)	CAGR 17.8% \| Win 62% Sharpe 0.95 \| Sortino 1.45 \| Calmar 1.2 Vol 19% \| MDD -14.4% Months 37M (20%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)
RSIhist only	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 4.8% \| Win 59% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.1 Vol 18% \| MDD -33.3% Months 110M (58%)	CAGR 26.8% \| Win 60% Sharpe 1.01 \| Sortino 2.32 \| Calmar 2.2 Vol 27% \| MDD -12.1% Months 10M (5%)	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)
MACD neg	CAGR 9.8% \| Win 61% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.6 Vol 17% \| MDD -16.7% Months 49M (26%)	CAGR 5.4% \| Win 47% Sharpe 0.36 \| Sortino 0.53 \| Calmar 0.4 Vol 20% \| MDD -14.4% Months 19M (10%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 0.3% \| Win 55% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 16% \| MDD -32.7% Months 76M (40%)	CAGR 11.6% \| Win 62% Sharpe 0.67 \| Sortino 1.07 \| Calmar 0.5 Vol 19% \| MDD -23.3% Months 68M (36%)	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)
RSI neg	CAGR 1.0% \| Win 50% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.1 Vol 15% \| MDD -14.8% Months 18M (10%)	CAGR 22.7% \| Win 65% Sharpe 0.99 \| Sortino 1.76 \| Calmar 0.9 Vol 24% \| MDD -24.3% Months 26M (14%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)
MACDhist only	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR -1.3% \| Win 53% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 17% \| MDD -37.0% Months 76M (40%)	CAGR 13.5% \| Win 65% Sharpe 0.80 \| Sortino 1.06 \| Calmar 0.9 Vol 18% \| MDD -15.7% Months 68M (36%)	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)
RSI neg	CAGR 8.5% \| Win 60% Sharpe 0.60 \| Sortino 0.82 \| Calmar 0.7 Vol 16% \| MDD -12.1% Months 15M (8%)	CAGR 15.9% \| Win 59% Sharpe 0.76 \| Sortino 1.37 \| Calmar 0.7 Vol 23% \| MDD -24.3% Months 29M (15%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)
RSIhist only	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 5.3% \| Win 60% Sharpe 0.39 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -34.6% Months 134M (71%)	CAGR 7.1% \| Win 30% Sharpe 0.42 \| Sortino 0.92 \| Calmar 0.9 Vol 21% \| MDD -8.2% Months 10M (5%)	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)
RSI neg	CAGR 11.9% \| Win 56% Sharpe 0.70 \| Sortino 1.21 \| Calmar 0.7 Vol 18% \| MDD -16.7% Months 25M (13%)	CAGR 15.3% \| Win 63% Sharpe 0.73 \| Sortino 1.17 \| Calmar 0.6 Vol 23% \| MDD -24.3% Months 19M (10%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR -4.0% \| Win 50% Sharpe -0.20 \| Sortino -0.31 \| Calmar -0.1 Vol 15% \| MDD -31.2% Months 60M (32%)	CAGR 8.7% \| Win 62% Sharpe 0.59 \| Sortino 0.68 \| Calmar 0.6 Vol 16% \| MDD -15.7% Months 34M (18%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)
MACDhist neg	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.87 \| Calmar 0.6 Vol 19% \| MDD -14.3% Months 31M (16%)	CAGR 17.3% \| Win 64% Sharpe 0.87 \| Sortino 1.47 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 63M (34%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)
RSIhist only	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -0.2% \| Win 56% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.0 Vol 16% \| MDD -40.5% Months 86M (46%)	CAGR 7.4% \| Win 38% Sharpe 0.91 \| Sortino 2.01 \| Calmar 2.8 Vol 8% \| MDD -2.6% Months 8M (4%)	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)
MACDhist neg	CAGR 14.6% \| Win 64% Sharpe 0.83 \| Sortino 1.27 \| Calmar 0.7 Vol 19% \| MDD -22.3% Months 73M (39%)	CAGR 14.3% \| Win 57% Sharpe 0.65 \| Sortino 1.34 \| Calmar 0.6 Vol 26% \| MDD -24.3% Months 21M (11%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR -1.5% \| Win 57% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 16% \| MDD -30.4% Months 76M (40%)	CAGR 9.7% \| Win 40% Sharpe 0.59 \| Sortino 1.24 \| Calmar 1.2 Vol 18% \| MDD -8.3% Months 15M (8%)	CAGR 0.3% \| Win 54% Sharpe 0.10 \| Sortino 0.16 \| Calmar 0.0 Vol 17% \| MDD -30.2% Months 91M (48%)
RSIhist neg	CAGR 14.0% \| Win 63% Sharpe 0.82 \| Sortino 1.16 \| Calmar 0.6 Vol 18% \| MDD -22.5% Months 83M (44%)	CAGR 15.4% \| Win 64% Sharpe 0.67 \| Sortino 1.34 \| Calmar 0.6 Vol 26% \| MDD -24.3% Months 14M (7%)	CAGR 14.2% \| Win 63% Sharpe 0.79 \| Sortino 1.16 \| Calmar 0.5 Vol 19% \| MDD -29.3% Months 97M (52%)
LWTI only	CAGR 6.3% \| Win 60% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 17% \| MDD -34.1% Months 159M (85%)	CAGR 12.4% \| Win 52% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.3% Months 29M (15%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 56% Sharpe 0.21 \| Sortino 0.36 \| Calmar 0.1 Vol 17% \| MDD -35.0% Months 107M (57%)	CAGR 9.3% \| Win 61% Sharpe 0.56 \| Sortino 0.56 \| Calmar 0.6 Vol 20% \| MDD -16.8% Months 18M (10%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 42.7% \| Win 83% Sharpe 2.92 \| Sortino 0.00 \| Calmar 14.3 Vol 13% \| MDD -3.0% Months 6M (3%)	CAGR 13.3% \| Win 60% Sharpe 0.71 \| Sortino 1.14 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 57M (30%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
SLmean only	CAGR 4.0% \| Win 57% Sharpe 0.32 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -34.6% Months 113M (60%)	CAGR 12.3% \| Win 60% Sharpe 0.68 \| Sortino 0.96 \| Calmar 0.5 Vol 20% \| MDD -27.1% Months 75M (40%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 0.6% \| Win 55% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 17% \| MDD -34.7% Months 114M (61%)	CAGR 34.4% \| Win 73% Sharpe 2.26 \| Sortino 6.54 \| Calmar 12.8 Vol 14% \| MDD -2.7% Months 11M (6%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 18.2% \| Win 62% Sharpe 0.94 \| Sortino 1.45 \| Calmar 0.6 Vol 20% \| MDD -29.3% Months 48M (26%)	CAGR 8.3% \| Win 60% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.4 Vol 19% \| MDD -20.5% Months 15M (8%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
RSmean only	CAGR 5.5% \| Win 57% Sharpe 0.39 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -37.7% Months 162M (86%)	CAGR 18.7% \| Win 65% Sharpe 1.09 \| Sortino 1.63 \| Calmar 1.3 Vol 17% \| MDD -14.8% Months 26M (14%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 18% \| MDD -29.1% Months 97M (52%)	CAGR 3.0% \| Win 57% Sharpe 0.27 \| Sortino 0.35 \| Calmar 0.2 Vol 16% \| MDD -17.8% Months 28M (15%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 21.5% \| Win 70% Sharpe 1.01 \| Sortino 1.47 \| Calmar 1.2 Vol 22% \| MDD -17.9% Months 23M (12%)	CAGR 12.6% \| Win 57% Sharpe 0.72 \| Sortino 1.19 \| Calmar 0.8 Vol 19% \| MDD -15.0% Months 40M (21%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
MACD only	CAGR 6.5% \| Win 59% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 18% \| MDD -38.0% Months 120M (64%)	CAGR 8.6% \| Win 57% Sharpe 0.55 \| Sortino 0.85 \| Calmar 0.4 Vol 18% \| MDD -19.3% Months 68M (36%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.2% \| Win 56% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 17% \| MDD -36.2% Months 114M (61%)	CAGR 14.2% \| Win 64% Sharpe 0.83 \| Sortino 1.03 \| Calmar 1.2 Vol 18% \| MDD -11.8% Months 11M (6%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 18.9% \| Win 67% Sharpe 1.04 \| Sortino 1.37 \| Calmar 1.3 Vol 18% \| MDD -14.8% Months 30M (16%)	CAGR 13.0% \| Win 58% Sharpe 0.68 \| Sortino 1.21 \| Calmar 0.5 Vol 21% \| MDD -24.3% Months 33M (18%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
RSI only	CAGR 5.5% \| Win 58% Sharpe 0.39 \| Sortino 0.59 \| Calmar 0.1 Vol 18% \| MDD -40.0% Months 144M (77%)	CAGR 13.3% \| Win 59% Sharpe 0.72 \| Sortino 1.20 \| Calmar 0.5 Vol 20% \| MDD -24.3% Months 44M (23%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -1.2% \| Win 54% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 16% \| MDD -36.6% Months 83M (44%)	CAGR 12.6% \| Win 62% Sharpe 0.69 \| Sortino 1.26 \| Calmar 0.9 Vol 20% \| MDD -14.3% Months 42M (22%)	CAGR 3.2% \| Win 57% Sharpe 0.27 \| Sortino 0.41 \| Calmar 0.1 Vol 17% \| MDD -31.2% Months 125M (66%)
MRmean neg	CAGR 13.8% \| Win 55% Sharpe 0.92 \| Sortino 2.10 \| Calmar 2.2 Vol 15% \| MDD -6.2% Months 11M (6%)	CAGR 16.2% \| Win 64% Sharpe 0.83 \| Sortino 1.29 \| Calmar 0.6 Vol 21% \| MDD -29.3% Months 52M (28%)	CAGR 15.8% \| Win 62% Sharpe 0.84 \| Sortino 1.33 \| Calmar 0.5 Vol 20% \| MDD -29.3% Months 63M (34%)
MACDhist only	CAGR 0.4% \| Win 54% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 16% \| MDD -37.6% Months 94M (50%)	CAGR 14.6% \| Win 63% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.4 Vol 20% \| MDD -33.8% Months 94M (50%)